Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
Year of publication: |
2013
|
---|---|
Authors: | Ma, Alfred Ka Chun ; Cheung, Justina Yuen Ki |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 14.2013, July, 4, p. 344-352
|
Publisher: |
Emerald Group Publishing |
Subject: | Capital | Cash flow | Cash flow matching | Financial management | Insurance | Modelling | Solvency capital requirement |
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